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Creating and validating risk models [5]

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Bullet points include: Deal with a range of aspects of risk and have a range of uses Be run over multiple time horizons (even though intrinsically suited only to some horizons) Handle different sorts of exposures in more or less convincing ways N.B. Most more complicated exposures imply a valuation ‘engine’ or equivalent, so this is linked to reliability of valuation process (both intrinsic and given any approximations used by the risk model)

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